Anic Equity¶

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Total return since start: 0.614 %¶

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Equity now: -----------------------------> 49303.18 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 11291.06 Kr¶

PnL: ---------------------------------------> 186.3 Kr¶

DD now: ---------------------------------> -7.186 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 09:00:02.540511'

Anic Portfolio¶

Today¶

Return: 0.0 %¶

This Week¶

Return: 0.0 %¶

Total portfolio value¶

Return including deposits: 61.406 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 6 0.230000 1113.600000 201.600000 22.110000 912.000000
Bilia A 8 0.000000 899.200000 1.600000 0.180000 897.600000
AcadeMedia 8 -0.400000 401.200000 0.000000 0.000000 401.200000
Catena 2 0.000000 789.600000 0.000000 0.000000 789.600000
EQT 4 0.000000 829.600000 0.000000 0.000000 829.600000
Hexatronic Group 12 0.000000 964.560000 0.000000 0.000000 964.560000
HEXPOL B 9 -1.050000 1017.900000 0.000000 0.000000 1017.900000
OX2 13 0.000000 947.700000 0.000000 0.000000 947.700000
Sagax B 4 0.000000 852.000000 0.000000 0.000000 852.000000
Orrön Energy 180 -0.490000 2030.400000 -7.200000 -0.350000 2037.600000
BHG Group 97 -0.730000 1445.300000 -9.700000 -0.670000 1455.000000
TOTAL 11291.060000 186.300000 -7.18589% 11104.760000

Updated:¶

'2023-07-03 09:00:20.136012'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶